EFTA02518286.pdf

From: Jeffrey Epstein <[email protected]> Sent: Tuesday, March 18, 2014 12:03 AM To: Tazia Smith Subject: Re: First BRL note valuation date 3/20, poised to settle beyond barrier (down -20%) (CI is there a number ??? =br> On Mon, Mar 17, 2014 at 1:44 PM, Tazia S=ith ste > wrote: Classification: Co=fidential Jeffrey - First BRL note's valuation date is this Thursday, 3/20 (settles 3/27); presently down 19.8%, intrinsic. Your original investment was $1mm notional. Initial strike: 1.9619 15% european barrier: 2.2562 Current USDBRL spot: 2.3505 Your second note has a final valuation of 4/14. Initial strike 2.0035, european barrier =2.3040. Recall that the payout on these was as follows: a) make 28.5% if BRL is up more than 3% vs. USD at maturity, b) make 5% if BRL is up between 0-3% vs USD, c) get your principal down less than 15% vs. USD, d) loose 1 for 1 if BRL is down more than 15% vs USD at maturity (max loss 100%) Used with permission of Bloomberg Finance LP Tazia Smith Director Key Client Partners - US EFTA_R1_01653850 EFTA02518286  Deutsche Bank Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 26th Floor New York, NY 10154 This communication may contain confidential and/=r privileged information. If you are not the intended recipient (or have received this communicational> in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of thear> material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. The information contained in this commun=cation is confidential, may be attorney-client privileged, may constitute inside i=formation, and is intended only for the use of the addressee. It is the=property of Jeffrey Epstein Unauthorized use, disclosure or copying=of this communication or any part thereof is strictly prohibited and may be unla=ful. If you have received this communication in error, please notify us=immediately by return e-mail or by e-mail to [email protected] <[email protected]> , and destroy this communication and all copies thereof, including all attachm=nts. copyright -all rights reserved 2 EFTA_R1_01653851 EFTA02518287